Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f88cbfdd-f5cf-4534-a664-d91414378e7c/
R6C0
Shell plcSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
#19
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
22.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
9.9%
💰
High Yield
Div 3.4%
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.95
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
11.2×
P/S
0.8×
P/B
1.2×
E/P
0.1033
FCF Yield
0.078
EBITDA/EV
0.220
SH Yield
0.099
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 11.2x places this firmly in deep value territory. FCF yield of 7.8% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
26.0%ile
ROE
0.108
ROA
0.049
Net Margin
0.070
Op Margin
0.102
GPA
0.110
Current
1.27
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.061
Earn Growth
0.185
Stability
0.181
lower=better
Accruals
-0.055
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
21.8%
12M Return
30.6%
12-1 Mom
18.7%
Risk-Adj
0.80
Vol 252d
23.5%
Vol 60d
55.8%
↑ Expanding
Max DD 12M
-16.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (56%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 19 peers
Sector Value %ile
95.0%
Sector Quality %ile
30.0%
P/E z-score
-0.58
P/B z-score
-0.68
Sector Avg OS
65.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (91th value) with strong momentum (73th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (91th value) but weak quality (26th). Classic value trap risk.
Strong Capital Return
Shareholder yield 9.9% backed by 7.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.5% avg (7 factors)
Quality
D
39.1% avg (7 factors)
Momentum
C
58.8% avg (4 factors)
Risk
A
77.5% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —7 | — | |
| Value %ile | 0.910 | —7 | — | |
| Quality %ile | 0.260 | —4 | — | |
| Momentum %ile | 0.730 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.910 | —7 | — | |
| Volatility | 0.235 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.23
Earnings Yield (E/P)
0.1033
Price / Sales
0.79
Price / Book
1.21
Price / Cash Flow
5.31
FCF Yield
7.8%
EBITDA / EV
22.0%
Sales Yield (1/P·S)
1.0124
Shareholder Yield
Div + net buyback / mktcap
9.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.8%
Return on Assets
4.9%
Net Margin
7.0%
Operating Margin
10.2%
Gross Profit / Assets
Novy-Marx GPA
11.0%
Current Ratio
1.27
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.055
MomentumPrice trend strength over different horizons
6M Return
21.8%
12M Return
30.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.80
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-6.1%
Earnings Growth (YoY)
18.5%
Earnings Stability (CV)
Lower = more stable
0.181
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
3.4%
Buyback Yield
6.5%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
19
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity